The spillover effects among fossil fuel, renewables and carbon markets: evidence under the dual dilemma of climate change and energy crises

CW Su, LD Pang, M Qin, OR Lobonţ, M Umar - Energy, 2023 - Elsevier
The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …

Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga

OB Adekoya, JA Oliyide, OOS Yaya, MAS Al-Faryan - Resources policy, 2022 - Elsevier
Abstract The ongoing Russia-Ukraine war is obviously the most prominent war in Europe
since the second world war, changing the dynamics of the oil and other prominent markets …

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

DY Aharon, E Demir - Finance Research Letters, 2022 - Elsevier
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs)
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period …

Interdependence of clean energy and green markets with cryptocurrencies

N Arfaoui, MA Naeem, S Boubaker, N Mirza, S Karim - Energy Economics, 2023 - Elsevier
The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …

Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

S Farid, MA Naeem, A Paltrinieri, R Nepal - Energy economics, 2022 - Elsevier
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

[HTML][HTML] Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic

C Urom, G Ndubuisi, G Del Lo, D Yuni - Emerging Markets Review, 2023 - Elsevier
This paper examines the connectedness among 12 African equity markets and the global
commodity, developed equity markets, paying particular attention to their evolution during …

Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets

GD Lo, I Marcelin, T Bassène, A Lo - Emerging Markets Review, 2024 - Elsevier
This study investigates risk spillovers among sub-Saharan African (SSA) stock markets, the
Middle East, and North Africa (MENA). Analyzing daily data from March 27th, 2014, to …

COVID–19 media coverage and ESG leader indices

M Akhtaruzzaman, S Boubaker, Z Umar - Finance Research Letters, 2022 - Elsevier
This study examines the dynamic connectedness between COVID–19 media coverage
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 …

J Cui, A Maghyereh - International Review of Financial Analysis, 2023 - Elsevier
This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

W Mensi, M Gubareva, HU Ko, XV Vo, SH Kang - Financial Innovation, 2023 - Springer
This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …